We review fabrication methods and common structures for optofluidic waveguides, defined as structures capable of optical confinement and transmission through fluid filled cores. Cited structures include those based on total internal reflection, metallic coatings, and interference based confinement. Configurations include optical fibers and waveguides fabricated on flat substrates (integrated waveguides). Some examples of optofluidic waveguides that are included in this review are Photonic Crystal Fibers (PCFs) and two-dimensional photonic crystal arrays, Bragg fibers and waveguides, and Anti Resonant Reflecting Optical Waveguides (ARROWs). An emphasis is placed on integrated ARROWs fabricated using a thin-film deposition process, which illustrates how optofluidic waveguides can be combined with other microfluidic elements in the creation of lab-on-a-chip devices.